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Shrinkage methods are frequently used to improve the precision of least squares estimators of fixed effects. However, widely used shrinkage estimators guarantee improved precision only under strong distributional assumptions. I develop an…

Econometrics · Economics 2025-09-09 Soonwoo Kwon

To estimate direct and indirect effects of an exposure on an outcome from observed data strong assumptions about unconfoundedness are required. Since these assumptions cannot be tested using the observed data, a mediation analysis should…

Statistics Theory · Mathematics 2018-03-29 Anita Lindmark , Xavier de Luna , Marie Eriksson

Mediation analysis is a strategy for understanding the mechanisms by which treatments or interventions affect later outcomes. Mediation analysis is frequently applied in randomized trial settings, but typically assumes: a) that randomized…

Methodology · Statistics 2021-12-30 Kara E. Rudolph , Nicholas Williams , Ivan Diaz

Mediation analysis is difficult when the number of potential mediators is larger than the sample size. In this paper we propose new inference procedures for the indirect effect in the presence of high-dimensional mediators for linear…

Methodology · Statistics 2019-10-29 Ruixuan Rachel Zhou , Liewei Wang , Sihai Dave Zhao

Causal indirect and direct effects provide an interpretable method for decomposing the total effect of an exposure on an outcome into the effect through a mediator and the effect through all other pathways. When the mediator is a biomarker,…

Methodology · Statistics 2021-08-02 Ariel Chernofsky , Ronald J. Bosch , Judith J. Lok

Traditional mediation analysis typically examines the relations among an intervention, a time-invariant mediator, and a time-invariant outcome variable. Although there may be a direct effect of the intervention on the outcome, there is a…

Applications · Statistics 2020-08-28 Xizhen Cai , Donna L. Coffman , Megan E. Piper , Runze Li

Mediation analysis is an important analytic tool commonly used in a broad range of scientific applications. In this article, we study the problem of mediation analysis when there are multivariate and conditionally dependent mediators, and…

Methodology · Statistics 2025-01-28 Lan Luo , Chengchun Shi , Jitao Wang , Zhenke Wu , Lexin Li

The propensity score analysis is one of the most widely used methods for studying the causal treatment effect in observational studies. This paper studies treatment effect estimation with the method of matching weights. This method…

Methodology · Statistics 2011-05-17 Liang Li

A novel approach to improve prediction and inference in M-estimation by integrating external information from heterogeneous populations is proposed. Our method leverages joint asymptotics to combine estimates from external and internal…

Methodology · Statistics 2025-09-08 Walter Dempsey , Jeremy M. G. Taylor

Mediation analysis plays a crucial role in causal inference as it can investigate the pathways through which treatment influences outcome. Most existing mediation analysis assumes that mediation effects are static and homogeneous within…

Methodology · Statistics 2026-03-02 Yijiao Zhang , Yubai Yuan , Yuexia Zhang , Zhongyi Zhu , Annie Qu

With reference to a stratified case-control procedure based on a binary variable of primary interest, we derive the expression of the distortion induced by the sampling design on the parameters of the logistic model of a secondary variable.…

Methodology · Statistics 2024-01-18 Marco Doretti , Minna Genbäck , Elena Stanghellini

When studying treatment effects in multilevel studies, investigators commonly use (semi-)parametric estimators, which make strong parametric assumptions about the outcome, the treatment, and/or the correlation structure between study units…

Methodology · Statistics 2022-05-12 Chan Park , Hyunseung Kang

This paper develops a novel approach to random effects estimation and individual-level forecasting in micropanels, targeting individual accuracy rather than aggregate performance. The conventional shrinkage methods used in the literature,…

Econometrics · Economics 2025-07-02 Raffaella Giacomini , Sokbae Lee , Silvia Sarpietro

Considerable interest has recently been focused on studying multiple phenotypes simultaneously in both epidemiological and genomic studies, either to capture the multidimensionality of complex disorders or to understand shared etiology of…

Methodology · Statistics 2015-11-26 Denis Agniel , Katherine P. Liao , Tianxi Cai

It is often of interest to decompose a total effect of an exposure into the component that acts on the outcome through some mediator and the component that acts independently through other pathways. Said another way, we are interested in…

Statistics Theory · Mathematics 2016-01-21 Peng Ding , Tyler J. VanderWeele

In many applications, researchers are interested in the direct and indirect causal effects of a treatment or exposure on an outcome of interest. Mediation analysis offers a rigorous framework for identifying and estimating these causal…

Statistics Theory · Mathematics 2024-10-08 Yizhen Xu , Numair Sani , AmirEmad Ghassami , Ilya Shpitser

This paper aims to provide practitioners of causal mediation analysis with a better understanding of estimation options. We take as inputs two familiar strategies (weighting and model-based prediction) and a simple way of combining them…

This paper explores the estimation of a panel data model with cross-sectional interaction that is flexible both in its approach to specifying the network of connections between cross-sectional units, and in controlling for unobserved…

Econometrics · Economics 2021-11-23 Ayden Higgins , Federico Martellosio

Interventional effects for mediation analysis were proposed as a solution to the lack of identifiability of natural (in)direct effects in the presence of a mediator-outcome confounder affected by exposure. We present a theoretical and…

Methodology · Statistics 2020-11-17 Iván Díaz , Nima S. Hejazi , Kara E. Rudolph , Mark J. van der Laan

Comparison data arises in many important contexts, e.g. shopping, web clicks, or sports competitions. Typically we are given a dataset of comparisons and wish to train a model to make predictions about the outcome of unseen comparisons. In…

Machine Learning · Statistics 2018-07-25 Stephen Ragain , Alexander Peysakhovich , Johan Ugander